+17.8%
F vs MET
+1,317.8%
-1,300.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | 0.0% |
| 7D | +1.6% | -1.2% | +2.7% | +2.1% |
| 30D | +2.6% | +3.2% | -0.6% | +1.1% |
| 3M | -8.8% | -1.1% | -7.7% | -8.5% |
| 6M | +4.6% | +25.0% | -20.4% | -6.5% |
| YTD | -1.9% | +27.9% | -29.8% | -13.5% |
| 1Y | -0.8% | +32.9% | -33.6% | -14.1% |
| 3Y | +43.5% | +78.8% | -35.3% | +7.0% |
| 5Y | -12.1% | +79.6% | -91.6% | -34.2% |
| 10Y | +83.6% | +228.1% | -144.4% | +2.3% |
| All | +17.8% | +1,317.8% | -1,300.0% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling